Local identification of overcomplete dictionaries

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Publication:5744800

zbMATH Open1351.68232arXiv1401.6354MaRDI QIDQ5744800FDOQ5744800


Authors: Karin Schnass Edit this on Wikidata


Publication date: 19 February 2016

Abstract: This paper presents the first theoretical results showing that stable identification of overcomplete mu-coherent dictionaries PhiinmathbbRdimesK is locally possible from training signals with sparsity levels S up to the order O(mu2) and signal to noise ratios up to O(sqrtd). In particular the dictionary is recoverable as the local maximum of a new maximisation criterion that generalises the K-means criterion. For this maximisation criterion results for asymptotic exact recovery for sparsity levels up to O(mu1) and stable recovery for sparsity levels up to O(mu2) as well as signal to noise ratios up to O(sqrtd) are provided. These asymptotic results translate to finite sample size recovery results with high probability as long as the sample size N scales as O(K3dSildevarepsilon2), where the recovery precision ildevarepsilon can go down to the asymptotically achievable precision. Further, to actually find the local maxima of the new criterion, a very simple Iterative Thresholding and K (signed) Means algorithm (ITKM), which has complexity O(dKN) in each iteration, is presented and its local efficiency is demonstrated in several experiments.


Full work available at URL: https://arxiv.org/abs/1401.6354




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